A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes

Annals of Operations Research

Volumn 152, Issue 1, 2007, Pages 395-420

  Escudero, L F ^a   Garin A ^b   Merino, M ^b   Perez G ^b  

^a MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

^b UNIVERSITY OF THE BASQUE COUNTRY UPV EHU   (Spain)

Author keywords

Benders Decomposition; Branch and Fix Coordination; MBS portfolio structuring; Stochastic programming

Indexed keywords

EID: 33847383329     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-006-0138-0     Document Type: Article

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